2018 Registration document and annual fi nancial report - BNP PARIBAS 423
5RISKS AND CAPITAL ADEQUACY PILLAR 3
5
Liquidity risk
In millions of euros
1 January 2018
Not determined
Overnight or demand
Up to 1 month (excl.
Overnight) 1 to 3
months 3 months
to 1 year 1 to 5
years
More than 5 years TOTAL
ASSETS
Cash and amounts due from central banks - 178,562 - - - - - 178,562
Financial instruments at fair value through profi t and loss
Securities 130,297 - - - - - - 130,297
Loans and repurchase agreements - 26,592 63,525 33,898 20,378 4,447 677 149,517
Derivative fi nancial instruments 229,889 - - - - - - 229,889
Derivatives used for hedging purposes 13,717 - - - - - - 13,717
Financial assets at fair value through equity
Debt securities - - 1,073 1,464 4,668 20,272 30,328 57,805
Equity securities 2,330 - - - - - - 2,330
Financial assets at amortised cost
Loans and advances to credit institutions - 5,875 4,686 2,690 3,320 3,871 70 20,512
Loans and advances to customers - 17,532 65,189 60,367 98,800 264,378 231,866 738,133
Debt securities 209 - 2,838 3,884 6,321 28,104 29,214 70,571
Remeasurement adjustment on interest-rate risk hedged portfolios 3,064 - - - - - - 3,064
Financial assets 379,506 228,561 137,312 102,303 133,488 321,073 292,155 1,594,397
Other non fi nancial assets 31,278 7,689 11,539 11,677 14,401 56,909 11,852 145,344
TOTAL ASSETS 410,784 236,250 148,851 113,979 147,889 377,982 304,006 1,739,741
LIABILITIES
Deposit from central banks - 1,471 - - - - - 1,471
Financial instruments at fair value through profi t and loss
Securities 67,087 - - - - - - 67,087
Deposits and repurchase agreements - 11,285 116,799 31,411 9,849 3,733 1,569 174,645
Issued debt securities - 41 1,495 1,983 8,284 23,237 14,491 49,532
Derivative fi nancial instruments 227,643 - - - - - - 227,643
Derivatives used for hedging purposes 15,663 - - - - - - 15,663
Financial liabilities at amortised cost
Deposits from credit institutions - 10,252 14,078 8,799 4,124 34,243 1,029 72,524
Deposits from customers - 592,886 67,528 49,449 34,121 17,603 5,112 766,699
Debt securities - 214 15,065 29,788 40,644 40,316 26,035 152,062
Subordinated debt - 8 1 276 339 753 12,872 14,250
Remeasurement adjustment on interest rate risk hedged portfolios 2,373 - - - - - - 2,373
Financial liabilities 312,766 616,157 214,966 121,706 97,362 119,885 61,107 1,543,949
Other non fi nancial liabilities 96,217 8,473 12,812 8,215 7,684 39,493 22,898 195,792
TOTAL LIABILITIES AND EQUITY 408,983 624,630 227,779 129,920 105,046 159,378 84,005 1,739,741
